If you Disable Redirection, then it means that that person will not be able to get any e-mails on their BlackBerry device.
Disable Connection and Collaboration Services, pretty much the same thing as Disable Redirection, just that this has to do with the MDS connection (which affects Internet, and intranet access, I believe).
You can lock a BlackBerry device, by right-clicking on the name of the user and selecting the option Set Password and Lock Handheld. This will allow you to protect this device from unauthorised access.
The Erase Data and Disable Handheld will just remove the data and any application that was installed by the user, and prevent the device from getting further data from the server. If you wish to protect the device after that process, then you need to issue the Set Password and Lock Handheld command after.
To lock a BlackBerry from the BES server, issue the Set Password and Lock Handheld device option. If you just want to have the handheld locked after a period of inactivity, then you will need to use the Password policy group found in the IT Policies in the Global Properties of your server.

Hope that I answered some of your questions correctly, sorry for my French, I'm Jamaican (just messing with you).

The Erase Data and Disable Handheld will just remove the data and any application that was installed by the user, and prevent the device from getting further data from the server. If you wish to protect the device after that process, then you need to issue the Set Password and Lock Handheld command after.

That wouldn't be possible.
The Erase & Disable Handheld will break the connection to BES.
You can't send any more commands to the handheld once the kill is performed.